PREVIEW / futures_30min / 2014-07-24

all futures 30-min files

  file:    by_date/futures_30min/2014/2014-07-24.parquet
  size:    73 KB
  rows:    2,861

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2014-07-24 00:00:00	ES	Futures	2062.5	2063.02	2062.24	2062.76	736.0
2014-07-24 00:30:00	ES	Futures	2062.76	2063.02	2062.5	2062.76	559.0
2014-07-24 01:00:00	ES	Futures	2063.02	2063.54	2062.76	2063.02	1082.0
2014-07-24 01:30:00	ES	Futures	2063.02	2063.28	2062.5	2062.76	1246.0
2014-07-24 02:00:00	ES	Futures	2063.02	2064.32	2062.76	2063.28	2936.0
2014-07-24 02:30:00	ES	Futures	2063.28	2064.06	2062.5	2063.8	3230.0
2014-07-24 03:00:00	ES	Futures	2063.8	2064.84	2060.67	2062.5	26782.0
2014-07-24 03:30:00	ES	Futures	2062.5	2063.54	2061.98	2062.5	10477.0
2014-07-24 04:00:00	ES	Futures	2062.5	2067.19	2062.5	2066.93	20162.0
2014-07-24 04:30:00	ES	Futures	2066.93	2068.75	2066.67	2067.97	9139.0
2014-07-24 05:00:00	ES	Futures	2067.97	2068.75	2067.45	2068.49	6932.0
2014-07-24 05:30:00	ES	Futures	2068.49	2068.49	2067.19	2067.45	5898.0
2014-07-24 06:00:00	ES	Futures	2067.71	2067.97	2066.93	2067.71	3484.0
2014-07-24 06:30:00	ES	Futures	2067.71	2068.49	2066.93	2067.97	8271.0
2014-07-24 07:00:00	ES	Futures	2067.97	2070.06	2067.97	2070.06	15013.0
2014-07-24 07:30:00	ES	Futures	2070.06	2070.06	2068.49	2069.01	7647.0
2014-07-24 08:00:00	ES	Futures	2069.01	2069.54	2067.71	2068.23	8922.0
2014-07-24 08:30:00	ES	Futures	2068.23	2069.28	2067.97	2068.75	16013.0
2014-07-24 09:00:00	ES	Futures	2068.75	2069.01	2067.19	2067.71	23040.0
2014-07-24 09:30:00	ES	Futures	2067.45	2069.01	2065.11	2065.63	150481.0
2014-07-24 10:00:00	ES	Futures	2065.37	2066.93	2063.54	2066.67	136548.0
2014-07-24 10:30:00	ES	Futures	2066.41	2067.45	2065.11	2066.67	75369.0
2014-07-24 11:00:00	ES	Futures	2066.93	2069.28	2066.41	2068.75	75068.0
2014-07-24 11:30:00	ES	Futures	2069.01	2070.06	2068.49	2068.49	49628.0
2014-07-24 12:00:00	ES	Futures	2068.49	2069.28	2067.97	2067.97	30181.0
2014-07-24 12:30:00	ES	Futures	2068.23	2068.23	2067.45	2067.45	23558.0
2014-07-24 13:00:00	ES	Futures	2067.45	2067.71	2065.11	2067.19	70049.0
2014-07-24 13:30:00	ES	Futures	2067.45	2068.49	2066.15	2068.49	41520.0
2014-07-24 14:00:00	ES	Futures	2068.49	2068.75	2067.45	2067.71	31531.0
2014-07-24 14:30:00	ES	Futures	2067.71	2067.97	2064.32	2064.58	82122.0
2014-07-24 15:00:00	ES	Futures	2064.58	2065.89	2063.54	2065.11	54553.0
2014-07-24 15:30:00	ES	Futures	2065.11	2067.71	2065.11	2065.37	75847.0
2014-07-24 16:00:00	ES	Futures	2065.63	2066.67	2064.32	2064.58	50906.0
2014-07-24 16:30:00	ES	Futures	2064.32	2064.32	2061.98	2063.54	17145.0
2014-07-24 17:00:00	ES	Futures	2063.28	2063.54	2063.02	2063.28	1470.0
2014-07-24 18:00:00	ES	Futures	2062.76	2063.02	2061.2	2062.5	4263.0
2014-07-24 18:30:00	ES	Futures	2062.76	2062.76	2061.98	2062.24	1391.0
2014-07-24 19:00:00	ES	Futures	2062.5	2062.5	2061.72	2061.72	799.0
2014-07-24 19:30:00	ES	Futures	2061.72	2063.02	2061.72	2062.76	1298.0
2014-07-24 20:00:00	ES	Futures	2062.76	2064.06	2062.76	2063.28	2066.0
2014-07-24 20:30:00	ES	Futures	2063.54	2063.54	2062.5	2062.76	1445.0
2014-07-24 21:00:00	ES	Futures	2062.5	2063.28	2062.5	2063.02	1021.0
2014-07-24 21:30:00	ES	Futures	2063.02	2063.02	2061.98	2061.98	1174.0
2014-07-24 22:00:00	ES	Futures	2061.98	2062.76	2061.98	2062.24	1223.0
2014-07-24 22:30:00	ES	Futures	2062.24	2062.5	2061.46	2062.5	1974.0
2014-07-24 23:00:00	ES	Futures	2062.24	2063.28	2061.98	2062.5	1916.0
2014-07-24 23:30:00	ES	Futures	2062.76	2063.8	2062.76	2063.28	1570.0
2014-07-24 00:00:00	NQ	Futures	4643.91	4644.79	4643.03	4644.2	160.0
2014-07-24 00:30:00	NQ	Futures	4643.91	4645.08	4643.33	4644.79	89.0
2014-07-24 01:00:00	NQ	Futures	4644.79	4647.41	4644.49	4646.54	308.0

> showing 50 of 2,861 rows — these rows as CSV

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